Characterization of the marginal distributions of Markov processes used in dynamic reliability (Q2498196)
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scientific article; zbMATH DE number 5050263
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| English | Characterization of the marginal distributions of Markov processes used in dynamic reliability |
scientific article; zbMATH DE number 5050263 |
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Characterization of the marginal distributions of Markov processes used in dynamic reliability (English)
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28 August 2006
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Consider a two-component Markov process \((I_t,X_t)\) with state space \(E \times \mathbb{R}^d\), \(E\) finite, and \(dX_t(\omega)/dt=v(i,X_ (\omega))\), given \(I_t (\omega)=i\). The marginal distribution of the process at time \(t\) is shown to be the unique measure solution of a set of integro-differential equations which may be viewed as a weak form of the Chapman-Kolmogorov equation.
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piecewise deterministic Markov process
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two-component Markov process
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0.7863917350769043
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0.7811594009399414
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